+192.2%
APLD vs PCG
+7.7%
+184.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -1.3% | -13.4% | -14.0% |
| 7D | -27.0% | 0.0% | -27.0% | -27.0% |
| 30D | -44.1% | +5.8% | -49.9% | -45.9% |
| 3M | -52.6% | -22.8% | -29.8% | -46.1% |
| 6M | -64.5% | -18.4% | -46.1% | -61.6% |
| YTD | -42.2% | -16.9% | -25.4% | -39.4% |
| 1Y | -57.2% | -17.6% | -39.6% | -55.1% |
| 3Y | +159.5% | -20.0% | +179.5% | +160.9% |
| All | +192.2% | +7.7% | +184.5% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling